Improve error handling for depth manager

[pcriadoperez]

Problem:

• Currently the depth manager if the underlying socket closes, does not notify the user
• No error was returned on a cancelled loop

Solution

• Improves error handling for depth manager and threaded manager.
• Notifies user in the case of a disconnect and allows the user to ignore so websocket automatically reconnects
• Improved logging
• Add docs for error handling
• Added examples for both depth manager and threaded depth manager

Note for backward compatibility: Previous users were told to expect to recieve a None in case of an error and now we are returning a message containing an error

[pcriadoperez]

Logs now received showing process of disconnect, reconnect, and closing of a websocket

INFO:__main__:Price: 85122.19, Quantity: 0.48748
INFO:__main__:Price: 85122.2, Quantity: 0.21281
INFO:__main__:Last update time: 1745182962014
DEBUG:binance.ws.reconnecting_websocket:no message in 10 seconds
DEBUG:binance.ws.reconnecting_websocket:no message in 10 seconds
DEBUG:websockets.client:% sending keepalive ping
DEBUG:websockets.client:> PING c4 4d e2 f4 [binary, 4 bytes]
DEBUG:binance.ws.reconnecting_websocket:no message in 10 seconds
DEBUG:binance.ws.reconnecting_websocket:no message in 10 seconds
DEBUG:binance.ws.reconnecting_websocket:no message in 10 seconds
DEBUG:binance.ws.reconnecting_websocket:no message in 10 seconds
DEBUG:websockets.client:- timed out waiting for keepalive pong
DEBUG:websockets.client:> CLOSE 1011 (internal error) keepalive ping timeout [24 bytes]
DEBUG:websockets.client:= connection is CLOSING
DEBUG:binance.ws.reconnecting_websocket:no message in 10 seconds
DEBUG:binance.ws.reconnecting_websocket:no message in 10 seconds
DEBUG:binance.ws.reconnecting_websocket:no message in 10 seconds
WARNING:binance.ws.depthcache:Exception recieving message: TimeoutError (e) 
DEBUG:websockets.client:< EOF
DEBUG:websockets.client:> EOF
DEBUG:websockets.client:= connection is CLOSED
ERROR:binance.ws.reconnecting_websocket:BinanceWebsocketClosed (Connection closed. Reconnecting...)
DEBUG:binance.ws.reconnecting_websocket:websocket reconnecting. 4 reconnects left - waiting 2
DEBUG:binance.ws.depthcache:Received message: {'e': 'error', 'type': 'BinanceWebsocketClosed', 'm': 'Connection closed. Reconnecting...'}
DEBUG:binance.ws.depthcache:Received depth event: {'e': 'error', 'type': 'BinanceWebsocketClosed', 'm': 'Connection closed. Reconnecting...'}
ERROR:binance.ws.depthcache:Error in depth event restarting cache: {'e': 'error', 'type': 'BinanceWebsocketClosed', 'm': 'Connection closed. Reconnecting...'}
ERROR:__main__:Received depth cache error in callback: {'e': 'error', 'type': 'BinanceWebsocketClosed', 'm': 'Connection closed. Reconnecting...'}
DEBUG:binance.ws.depthcache:Exiting depth cache manager for BTCUSDT
DEBUG:binance.ws.reconnecting_websocket:Closing Websocket wss://stream.binance.com:9443/ws/btcusdt@depth
DEBUG:binance.ws.reconnecting_websocket:Establishing new WebSocket connection
ERROR:binance.ws.reconnecting_websocket:Failed to connect to websocket: [Errno 8] nodename nor servname provided, or not known
DEBUG:binance.ws.reconnecting_websocket:websocket reconnecting. 3 reconnects left - waiting 1
DEBUG:binance.ws.reconnecting_websocket:Establishing new WebSocket connection
ERROR:binance.ws.reconnecting_websocket:Failed to connect to websocket: [Errno 8] nodename nor servname provided, or not known
DEBUG:binance.ws.reconnecting_websocket:websocket reconnecting. 2 reconnects left - waiting 6
DEBUG:binance.ws.reconnecting_websocket:Establishing new WebSocket connection
ERROR:binance.ws.reconnecting_websocket:Failed to connect to websocket: [Errno 8] nodename nor servname provided, or not known
DEBUG:binance.ws.reconnecting_websocket:websocket reconnecting. 1 reconnects left - waiting 7
DEBUG:binance.ws.reconnecting_websocket:Establishing new WebSocket connection
ERROR:binance.ws.reconnecting_websocket:Failed to connect to websocket: [Errno 8] nodename nor servname provided, or not known
ERROR:binance.ws.reconnecting_websocket:Max reconnections 5 reached:
ERROR:binance.ws.reconnecting_websocket:Unknown exception: BinanceWebsocketUnableToConnect ()
DEBUG:binance.ws.reconnecting_websocket:Finished killing read_loop
DEBUG:binance.ws.reconnecting_websocket:Closing Websocket wss://ws-api.binance.com/ws-api/v3